ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	116-313	116-247	-0-065	-0.2%	116-318
High	117-015	116-260	-0-075	-0.2%	117-053
Low	116-245	116-205	-0-040	-0.1%	116-255
Close	116-245	116-218	-0-027	-0.1%	116-300
Range	0-090	0-055	-0-035	-38.9%	0-118
ATR	0-068	0-067	-0-001	-1.3%	0-000
Volume	1,095,654	1,591,688	496,034	45.3%	3,668,827

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-073	117-040	116-248
R3	117-018	116-305	116-233
R2	116-283	116-283	116-228
R1	116-250	116-250	116-223	116-239
PP	116-227	116-227	116-227	116-222
S1	116-195	116-195	116-212	116-184
S2	116-172	116-172	116-207
S3	116-117	116-140	116-202
S4	116-062	116-085	116-187

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-022	117-278	117-045
R3	117-224	117-161	117-012
R2	117-107	117-107	117-002
R1	117-043	117-043	116-311	117-016
PP	116-309	116-309	116-309	116-296
S1	116-246	116-246	116-289	116-219
S2	116-192	116-192	116-278
S3	116-074	116-128	116-268
S4	115-277	116-011	116-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-053	116-205	0-168	0.4%	0-063	0.2%	7%	False	True	1,002,118
10	117-095	116-205	0-210	0.6%	0-062	0.2%	6%	False	True	852,999
20	117-120	116-205	0-235	0.6%	0-065	0.2%	5%	False	True	796,946
40	117-255	116-205	1-050	1.0%	0-069	0.2%	3%	False	True	740,654
60	119-015	116-205	2-130	2.1%	0-074	0.2%	2%	False	True	734,748
80	119-015	116-205	2-130	2.1%	0-072	0.2%	2%	False	True	605,945
100	119-015	116-205	2-130	2.1%	0-070	0.2%	2%	False	True	484,907
120	119-015	116-205	2-130	2.1%	0-059	0.2%	2%	False	True	404,092

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-174
2.618	117-084
1.618	117-029
1.000	116-315
0.618	116-294
HIGH	116-260
0.618	116-239
0.500	116-232
0.382	116-226
LOW	116-205
0.618	116-171
1.000	116-150
1.618	116-116
2.618	116-061
4.250	115-291

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	116-232	116-270
PP	116-227	116-253
S1	116-223	116-235

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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